Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 78.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,714 CHF | 8,857 CHF | 99.61% | 99.61% |
12/07/2024 | 78.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,758 CHF | 8,879 CHF | 99.60% | 99.60% |
11/07/2024 | 75.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,199 CHF | 9,099 CHF | 99.56% | 99.56% |
10/07/2024 | 75.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,269 CHF | 9,135 CHF | 98.63% | 98.63% |
09/07/2024 | 75.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,340 CHF | 9,170 CHF | 99.59% | 99.59% |
08/07/2024 | 75.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,346 CHF | 9,173 CHF | 99.58% | 99.58% |
05/07/2024 | 84.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,915 CHF | 8,458 CHF | 99.47% | 99.47% |
04/07/2024 | 84.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,930 CHF | 8,465 CHF | 99.37% | 99.37% |
03/07/2024 | 73.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,607 CHF | 9,304 CHF | 99.58% | 99.58% |
02/07/2024 | 76.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,170 CHF | 9,085 CHF | 99.59% | 99.59% |